I agree with Henry, but I think the following usage note taken from The American Heritage Dictionary is pertinent.
USAGE NOTE: This and that are both used as demonstrative pronouns to refer to a thought expressed earlier: The letter was unopened; that (or this) in itself casts doubt on the inspector's theory. That is sometimes prescribed as the better choice in referring to what has gone before (as in the preceding example). When the referent is yet to be mentioned, only this is used: This (not that) is what bothers me. We have no time to consider late applications.
Note that Ms. Azar uses that with the past tense and this with the present tense.
(a) Tom was late. That surprised me.
(b) The elevator is out of order. This is too bad.
(c) Sally lost her job. That wasn't surprising.
(d) My roommate never picks up after herself. This irritates me.
I agree with you. Henry.
In (b), the situation could be like this, I am waiting for the elevator for a long time, finally I saw the warning which read "Out of order". and THIS is too bad. "THIS" refers to sth near.
But seeing example (a) breaks the assumption we assumed. In (a) and (d), I think "Tom" and "My roomate" belongs to the same catagory,they are our friends. In addition, they both state an event/situation of someone. I don't get it why they use "that" in (a) and "this" in (d).